Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 2.70% | 5.57 CHF | 5.73 CHF | 10,000 | 7,500 | 10,234 | 7,500 | 56,668 CHF | 42,776 CHF | 98.73% | 98.73% |
12/07/2024 | 2.79% | 5.29 CHF | 5.43 CHF | 10,000 | 7,500 | 16,382 | 7,500 | 79,264 CHF | 37,726 CHF | 99.38% | 99.38% |
11/07/2024 | 2.64% | 4.68 CHF | 4.80 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 87,992 CHF | 45,172 CHF | 95.04% | 95.04% |
10/07/2024 | 3.04% | 3.89 CHF | 4.00 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 74,438 CHF | 38,368 CHF | 99.51% | 99.51% |
09/07/2024 | 3.36% | 3.86 CHF | 4.01 CHF | 3,750 | 3,750 | 4,908 | 4,017 | 20,813 CHF | 17,712 CHF | 99.82% | 99.82% |
08/07/2024 | 1.50% | 4.28 CHF | 4.35 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 84,576 CHF | 42,924 CHF | 99.09% | 99.09% |
05/07/2024 | 1.81% | 3.58 CHF | 3.65 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 78,357 CHF | 39,891 CHF | 99.49% | 99.49% |
04/07/2024 | 1.58% | 3.86 CHF | 3.92 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 75,434 CHF | 38,317 CHF | 98.25% | 98.25% |
03/07/2024 | 1.56% | 3.35 CHF | 3.40 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 63,863 CHF | 32,432 CHF | 99.31% | 99.31% |
02/07/2024 | 2.40% | 2.91 CHF | 2.97 CHF | 20,000 | 10,000 | 22,106 | 10,000 | 58,187 CHF | 27,181 CHF | 93.44% | 93.44% |